Generally it will be 1 of 3 issues.
1- Bad solenoid on the firewall
2- Bad vacuum line to the disconnect diaphragm
3- Bad or stuck disconnect diaphragm
There are a lot of posts on this problem, many from my experiences trying to diagnose/repair mine. Start here
http://www.ford-trucks.com/forums/62...nt-engage.html
and then click the "search" tab at the top of the page to look for the rest of the posts. Use the Advanced Search feature and enter "vacuum" under keyword and my user name and you'll get a list to view. I also have some photos/diagrams in my GALLERY under TECH. Let us know if you need more help.